FTSE Russell Factsheet FTSE Global Small Cap Index bmktitle1 The FTSE Global Small Cap Index is derived from FTSE's flagship Global Equity Series universe, which comprises around 7,000 securities worldwide, giving the international investor unparalleled access to stock markets around the world. The FTSE Global Small Cap Index covers around 4,400 liquid small cap stocks in 47 countries. 5-Year Performance - Total Return 180 170 160 150 140 130 120 110 100 90 80 (USD) Jun-2013 Jun-2014 Jun-2015 Jun-2016 Jun-2017 Jun-2018 Data as at month end FTSE Global Small Cap FTSE Dev Small Cap FTSE Emerging Small Cap FTSE Global All Cap Performance and Volatility - Total Return Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE Global Small Cap 2.5 2.0 2.0 13.8 29.5 66.3 9.0 10.7 9.0 12.9 10.8 FTSE Dev Small Cap 3.4 2.7 2.7 14.4 30.5 70.2 9.3 11.2 9.4 13.1 11.0 FTSE Emerging Small Cap -5.8-5.1-5.1 8.5 18.7 30.0 5.9 5.4 10.0 14.8 13.0 FTSE Global All Cap 0.8 0.0 0.0 11.5 28.8 61.9 8.8 10.1 8.8 11.9 10.1 * Compound annual returns measured over 3 and 5 years respectively ** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Year-on-Year Performance - Total Return Index % (USD) 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 FTSE Global Small Cap -45.9 48.0 26.8-10.4 17.8 28.0 2.5-2.0 11.8 22.6 Data as at: 29 June 2018 FEATURES Coverage The small cap segment within the FTSE Global Equity Index universe. Objective The index is designed for use in the creation of index tracking funds, derivatives and as a performance benchmark. Investability Stocks are selected and weighted to ensure that the index is investable. Liquidity Stocks are screened to ensure that the index is tradable. Transparency The index uses a transparent, rules-based construction process. Index Rules are freely available on the FTSE website. Availability The index is calculated based on price and total return methodologies. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. FTSE Dev Small Cap -43.8 43.0 27.0-8.5 17.0 30.9 2.6-1.3 12.1 21.8 FTSE Emerging Small Cap -63.3 117.2 25.8-27.1 25.2 2.3 1.5-10.5 8.2 32.7 FTSE Global All Cap -42.2 37.5 14.8-7.6 17.2 23.9 4.5-1.7 9.0 24.4 Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE Global Small Cap 1.5 0.7 1.0 0.4-8.7-19.9-21.9-54.1 FTSE Dev Small Cap 1.5 0.7 1.0 0.4-8.8-20.0-21.8-53.8 FTSE Emerging Small Cap 0.8 0.4 0.4 0.2-12.5-23.5-28.4-59.3 FTSE Global All Cap 1.2 0.7 1.0 0.4-8.8-17.5-19.2-50.7 Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data 1 of 5
Top 10 Constituents - FTSE Global Small Cap Index Constituent Country ICB Sector Net MCap (USDm) Wgt % Square Class A USA Software & Computer Services 17,587 0.28 Abiomed Inc USA Health Care Equipment & Services 17,215 0.28 Evergy USA Electricity 15,170 0.25 Shopify USA Support Services 13,507 0.22 TransUnion USA Support Services 13,142 0.21 Yageo Taiwan Electronic & Electrical Equipment 11,943 0.19 Copart Inc USA General Retailers 11,431 0.18 Vail Resorts USA Travel & Leisure 10,963 0.18 WellCare Health Plans USA Health Care Equipment & Services 10,959 0.18 PTC USA Software & Computer Services 10,696 0.17 Totals 132,612 2.14 INFORMATION Index Universe FTSE Global Equity Index Series Index Launch 1 September 2003 Base Date 31 December 2002 Base Value 200 Investability Screen Actual free float applied and liquidity screened Index Calculation 2200 GMT Distribution End of day Currency USD, EUR, GBP, JPY, Local Review Dates Semi-annually in March and September History Available from 1993 2 of 5
Country Breakdown FTSE Global Small Cap FTSE Global All Cap Country No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % Australia 155 125,853 2.03 249 1,179,081 2.28 Austria 22 21,636 0.35 29 56,743 0.11 Belgium 25 27,339 0.44 38 189,490 0.37 Brazil 49 20,188 0.33 128 344,787 0.67 Canada 149 331,437 5.36 212 1,601,995 3.10 Chile 11 5,333 0.09 32 64,869 0.13 China 211 101,212 1.64 473 1,713,604 3.32 Colombia 2 1,531 0.02 12 25,226 0.05 Czech Rep. 1 41 0.00 6 9,505 0.02 Denmark 20 36,166 0.58 39 268,737 0.52 Egypt 11 2,916 0.05 18 12,200 0.02 Finland 22 29,098 0.47 36 190,865 0.37 France 56 55,335 0.89 143 1,577,932 3.06 Germany 80 110,747 1.79 160 1,493,897 2.89 Greece 10 3,055 0.05 22 21,728 0.04 Hong Kong 100 43,193 0.70 191 614,720 1.19 Hungary 1 247 0.00 5 15,686 0.03 India 166 78,286 1.27 305 588,519 1.14 Indonesia 40 17,603 0.28 69 109,329 0.21 Ireland 7 7,166 0.12 12 44,942 0.09 Israel 30 8,793 0.14 60 88,493 0.17 Italy 60 59,495 0.96 98 435,716 0.84 Japan 820 412,470 6.67 1329 4,247,004 8.22 Korea 279 119,251 1.93 408 859,475 1.66 Malaysia 45 27,485 0.44 90 162,610 0.31 Mexico 24 11,120 0.18 67 174,962 0.34 Netherlands 27 42,201 0.68 55 565,987 1.10 New Zealand 20 21,625 0.35 32 55,450 0.11 Norway 36 45,815 0.74 47 148,804 0.29 Pakistan 19 7,861 0.13 24 11,220 0.02 Peru - - - 3 18,213 0.04 Philippines 18 8,525 0.14 43 63,836 0.12 Poland 11 1,911 0.03 42 62,636 0.12 Portugal 10 9,881 0.16 14 33,771 0.07 Qatar 3 678 0.01 20 45,828 0.09 Russia 6 1,432 0.02 46 192,578 0.37 Singapore 44 30,274 0.49 76 214,418 0.42 South Africa 34 11,808 0.19 117 372,937 0.72 Spain 36 43,273 0.70 67 493,104 0.95 Sweden 73 97,606 1.58 113 478,205 0.93 Switzerland 60 74,825 1.21 110 1,206,866 2.34 Taiwan 331 190,000 3.07 419 767,128 1.49 Thailand 71 36,371 0.59 112 186,982 0.36 Turkey 46 6,154 0.10 80 47,672 0.09 UAE 6 1,137 0.02 26 42,670 0.08 UK 187 313,260 5.06 321 3,033,837 5.87 USA 1251 3,585,661 57.95 1867 27,505,578 53.26 Totals 4685 6,187,294 100.00 7865 51,639,835 100.00 3 of 5
29 June 2018 FTSE Global Small Cap Index Data as at: 29 June 2018 ICB Supersector Breakdown ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt % 0500 Oil & Gas 179 277,636 4.49 1300 Chemicals 160 180,231 2.91 1700 Basic Resources 203 233,131 3.77 2300 Construction & Materials 252 234,775 3.79 2700 Industrial Goods & Services 850 1,084,404 17.53 3300 Automobiles & Parts 104 80,074 1.29 3500 Food & Beverage 183 166,223 2.69 3700 Personal & Household Goods 280 263,281 4.26 4500 Health Care 345 602,284 9.73 5300 Retail 285 345,067 5.58 5500 Media 108 125,471 2.03 5700 Travel & Leisure 217 260,017 4.20 6500 Telecommunications 36 43,426 0.70 7500 Utilities 118 186,659 3.02 8300 Banks 208 365,474 5.91 8500 Insurance 71 130,801 2.11 8600 Real Estate 441 675,900 10.92 8700 Financial Services 206 254,335 4.11 9500 Technology 439 678,107 10.96 Totals 4685 6,187,294 100.00 Index Characteristics Attributes FTSE Global Small Cap FTSE Global All Cap Number of constituents 4685 7865 Net MCap (USDm) 6,187,294 51,639,835 Dividend Yield % 1.82 2.35 Constituent Sizes (Net MCap USDm) Average 1,321 6,566 Largest 17,587 909,309 Smallest 0 0 Median 697 1,378 Weight of Largest Constituent (%) 0.28 1.76 Top 10 Holdings (% Index MCap) 2.14 9.29 4 of 5
bmkimage1 bmkimage2 bmkimage3 2018 London Stock Exchange Group plc and its applicable group undertakings (the LSE Group ). The LSE Group includes (1) FTSE International Limited ( FTSE ), (2) Frank Russell Company ( Russell ), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, FTSE TMX ) and (4) MTSNext Limited ( MTSNext ). All rights reserved. FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. FTSE, Russell, FTSE Russell MTS, FTSE TMX, FTSE4Good and ICB and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE Global Small Cap or the fitness or suitability of the FTSE Global Small Cap for any particular purpose to which they might be put. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Data definitions available from info@ftserussell.com To learn more, visit www.ftserussell.com; email info@ftserussell.com; or call your regional Client Services Team office: EMEA +44 (0) 20 7866 1810 North America +1 877 503 6437 Asia-Pacific Hong Kong +852 2164 3333 Tokyo +81 3 4563 6346 Sydney +61 (0) 2 8823 3521 5 of 5